Ibrahim, Boulis Maher; Brzeszczynski, Janusz - In: The European Journal of Finance 20 (2014) 3, pp. 201-231
This paper uses the foreign information transmission (FIT) model of Ibrahim and Brzeszczynski [Inter-regional and region-specific transmission of international stock market returns: The role of foreign information. <italic>Journal of International Money and Finance</italic> 28, no. 2: 322-43] to quantify the...